CME British Pound Future September 2020


Trading Metrics calculated at close of trading on 23-Mar-2020
Day Change Summary
Previous Current
20-Mar-2020 23-Mar-2020 Change Change % Previous Week
Open 1.1450 1.1587 0.0137 1.2% 1.2378
High 1.1950 1.1734 -0.0216 -1.8% 1.2380
Low 1.1450 1.1480 0.0030 0.3% 1.1450
Close 1.1595 1.1551 -0.0044 -0.4% 1.1595
Range 0.0500 0.0254 -0.0246 -49.2% 0.0930
ATR 0.0217 0.0220 0.0003 1.2% 0.0000
Volume 194 101 -93 -47.9% 1,922
Daily Pivots for day following 23-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.2350 1.2205 1.1691
R3 1.2096 1.1951 1.1621
R2 1.1842 1.1842 1.1598
R1 1.1697 1.1697 1.1574 1.1643
PP 1.1588 1.1588 1.1588 1.1561
S1 1.1443 1.1443 1.1528 1.1389
S2 1.1334 1.1334 1.1504
S3 1.1080 1.1189 1.1481
S4 1.0826 1.0935 1.1411
Weekly Pivots for week ending 20-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.4598 1.4027 1.2107
R3 1.3668 1.3097 1.1851
R2 1.2738 1.2738 1.1766
R1 1.2167 1.2167 1.1680 1.1988
PP 1.1808 1.1808 1.1808 1.1719
S1 1.1237 1.1237 1.1510 1.1058
S2 1.0878 1.0878 1.1425
S3 0.9948 1.0307 1.1339
S4 0.9018 0.9377 1.1084
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2300 1.1450 0.0850 7.4% 0.0402 3.5% 12% False False 349
10 1.3078 1.1450 0.1628 14.1% 0.0316 2.7% 6% False False 226
20 1.3211 1.1450 0.1761 15.2% 0.0200 1.7% 6% False False 190
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0036
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2814
2.618 1.2399
1.618 1.2145
1.000 1.1988
0.618 1.1891
HIGH 1.1734
0.618 1.1637
0.500 1.1607
0.382 1.1577
LOW 1.1480
0.618 1.1323
1.000 1.1226
1.618 1.1069
2.618 1.0815
4.250 1.0401
Fisher Pivots for day following 23-Mar-2020
Pivot 1 day 3 day
R1 1.1607 1.1700
PP 1.1588 1.1650
S1 1.1570 1.1601

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.